+15.4%
NXPI vs VRSK
-11.9%
+27.3%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.2% | +2.6% | +1.7% |
| 7D | +0.7% | -7.7% | +8.4% | +2.9% |
| 30D | -4.2% | -2.8% | -1.4% | -3.7% |
| 3M | -20.4% | -3.7% | -16.7% | -20.7% |
| 6M | +12.5% | -12.8% | +25.3% | +15.7% |
| YTD | +5.2% | -21.0% | +26.2% | +12.3% |
| 1Y | +5.1% | -32.5% | +37.6% | +19.6% |
| 3Y | +17.7% | -26.5% | +44.2% | +23.3% |
| All | +15.4% | -11.9% | +27.3% | -1.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSK.
Daily Out/Under-Performance
Portfolio return minus VRSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded VRSK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling